The analysis of bank business performance and market risk : applying Fuzzy DEA
Yu-Chuan Chen; Yung-Ho Chiu; Chin-Wei Huang; Chien Heng Tu
| Year of publication: |
2013
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|---|---|
| Authors: | Chen, Yu Chuan ; Chiu, Yung-ho ; Huang, Chin Wei ; Tu, Chien Heng |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 32.2013, p. 225-232
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| Subject: | Fuzzy DEA | Value at risk | Historical simulation | Bank efficiency | Data-Envelopment-Analyse | Data envelopment analysis | Fuzzy-Set-Theorie | Fuzzy sets | Bank | Risikomaß | Risk measure | Bankrisiko | Bank risk | Simulation | Technische Effizienz | Technical efficiency | Marktrisiko | Market risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009761543